23 Stocks with 10% long-term bonds
Model buy and hold portfolio with 23 companies with solid track record, and 9% Long-Term Treasures. Initial modeling made with Portfoliovisualizer with backfill of AVGO with CSCO and TDM with LMT to prolong track record to 2001. Picked companies with long track record so no TSLA and the likes, kept weight between 3% and 7% except Lockheed Martin, 9% ( for geopolitical reasons). Also, made the portfolio diversified and with some international exposure. Bonds added to decrease the volativity.
24 June 24: replaced VUSUX with 4% BIL( 1-3 month -T bills), 2%GBTC ( bitcoin trust) and 3 % SVR (Physical silver).
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 7% |
ANSS ANSYS, Inc. | Technology | 3% |
AVGO Broadcom Inc. | Technology | 2% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 4% |
BLK BlackRock, Inc. | Financial Services | 3% |
BRO Brown & Brown, Inc. | Financial Services | 3% |
COST Costco Wholesale Corporation | Consumer Defensive | 3% |
DECK Deckers Outdoor Corporation | Consumer Cyclical | 3% |
ENB Enbridge Inc. | Energy | 3% |
EW Edwards Lifesciences Corporation | Healthcare | 3% |
GBTC Grayscale Bitcoin Trust (BTC) | Financial Services | 2% |
LLY Eli Lilly and Company | Healthcare | 3% |
LMT Lockheed Martin Corporation | Industrials | 9% |
LNG Cheniere Energy, Inc. | Energy | 3% |
MKC McCormick & Company, Incorporated | Consumer Defensive | 2% |
NEE NextEra Energy, Inc. | Utilities | 3% |
NOC Northrop Grumman Corporation | Industrials | 3% |
NVO Novo Nordisk A/S | Healthcare | 7% |
O Realty Income Corporation | Real Estate | 3% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 7% |
SIVR | 3% | |
STRL | 3% | |
TDG | 5.10% | |
TMO | 3% | |
TYL | 6.90% | |
UNH | 3% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 23 Stocks with 10% long-term bonds, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is May 4, 2015, corresponding to the inception date of GBTC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.22% | -3.00% | 5.99% | 24.74% | 12.68% | 11.27% |
| 23 Stocks with 10% long-term bonds | 1.15% | -3.51% | 19.38% | 54.64% | 30.77% | N/A |
| Portfolio components: | ||||||
LMT Lockheed Martin Corporation | -0.76% | -6.72% | 4.71% | 7.79% | 5.92% | 12.81% |
LLY Eli Lilly and Company | 0.79% | -4.34% | -13.10% | 26.78% | 44.62% | 29.86% |
O Realty Income Corporation | -1.03% | -5.66% | 3.03% | -3.63% | -1.30% | 5.63% |
UNH | -0.27% | -16.32% | 3.75% | -5.46% | 13.43% | N/A |
BLK BlackRock, Inc. | -0.75% | -1.59% | 30.33% | 32.84% | 18.06% | 14.23% |
LNG Cheniere Energy, Inc. | 2.67% | -1.13% | 27.35% | 31.61% | 29.58% | 12.70% |
NEE NextEra Energy, Inc. | -0.11% | -6.13% | 1.01% | 18.88% | 6.05% | 13.39% |
COST Costco Wholesale Corporation | -0.71% | -7.37% | 5.76% | 41.95% | 27.76% | 23.20% |
NOC Northrop Grumman Corporation | -0.27% | -3.54% | 7.95% | 0.21% | 6.27% | 14.43% |
TMO | 0.45% | -2.14% | -2.30% | -0.91% | 10.40% | N/A |
NVO Novo Nordisk A/S | 1.74% | -19.85% | -36.74% | -14.61% | 27.19% | 17.59% |
TYL | -0.34% | -7.74% | 13.00% | 41.23% | 13.42% | N/A |
AAPL Apple Inc | -2.62% | 0.49% | 10.31% | 33.00% | 27.67% | 26.33% |
TDG | -1.04% | -0.37% | 3.16% | 36.14% | 19.61% | N/A |
BRO Brown & Brown, Inc. | -1.45% | -9.73% | 11.96% | 45.63% | 21.36% | 21.35% |
ANSS ANSYS, Inc. | -0.38% | -4.27% | 2.79% | -2.09% | 5.53% | 15.34% |
ODFL Old Dominion Freight Line, Inc. | -0.38% | -19.51% | -3.13% | -8.26% | 23.24% | 21.91% |
AVGO Broadcom Inc. | 0.06% | 38.33% | 34.95% | 122.09% | 53.59% | 40.83% |
MKC McCormick & Company, Incorporated | -0.47% | -2.13% | 10.47% | 12.54% | -0.45% | 9.62% |
EW Edwards Lifesciences Corporation | -1.95% | 3.40% | -20.30% | -0.74% | -1.23% | 13.07% |
STRL | -0.43% | -14.22% | 43.94% | 110.29% | 63.96% | N/A |
DECK Deckers Outdoor Corporation | 0.71% | 0.82% | 31.16% | 80.92% | 48.03% | 30.06% |
ENB Enbridge Inc. | 1.30% | -1.17% | 23.68% | 26.42% | 8.87% | 4.58% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.02% | 0.38% | 2.47% | 5.17% | 2.35% | 1.62% |
GBTC Grayscale Bitcoin Trust (BTC) | 4.31% | 1.66% | 43.89% | 117.19% | 55.31% | N/A |
SIVR | 2.36% | -4.76% | -2.92% | 28.10% | 10.10% | N/A |
Monthly Returns
The table below presents the monthly returns of 23 Stocks with 10% long-term bonds, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.95% | 19.19% | 6.19% | -8.41% | 10.15% | -2.45% | 1.21% | 0.05% | 4.02% | 1.97% | 16.03% | -4.76% | 50.75% |
| 2023 | 8.23% | -0.38% | 8.87% | 1.32% | -0.74% | 12.90% | 2.22% | 3.55% | -4.66% | 6.07% | 6.83% | 8.76% | 65.75% |
| 2022 | -12.32% | 3.99% | 2.97% | -8.93% | -6.79% | -11.74% | 12.68% | -6.20% | -7.82% | 8.13% | 2.55% | -3.58% | -26.72% |
| 2021 | 1.78% | 9.67% | 7.81% | -0.01% | -13.46% | 2.16% | 7.41% | 4.75% | -6.15% | 21.02% | -1.94% | -5.33% | 26.22% |
| 2020 | 8.74% | -8.03% | -13.34% | 14.42% | 8.37% | -1.28% | 10.60% | 7.36% | -6.32% | 5.63% | 17.11% | 13.76% | 66.10% |
| 2019 | 6.94% | 6.31% | 2.12% | 7.25% | 4.91% | 13.95% | -1.00% | -0.95% | -0.51% | 4.63% | 0.54% | -0.77% | 51.58% |
| 2018 | -8.33% | 2.53% | -13.91% | 10.78% | -3.14% | -7.99% | 6.52% | 1.22% | -1.14% | -10.33% | -1.62% | -8.66% | -31.39% |
| 2017 | 1.36% | 4.79% | -0.84% | 4.07% | 17.14% | -1.56% | 2.23% | 20.09% | -5.56% | 6.85% | 20.79% | 10.19% | 108.40% |
| 2016 | -4.74% | 0.45% | 5.30% | 2.86% | 1.40% | 4.87% | 3.35% | -1.97% | 1.46% | -2.37% | 1.08% | 1.46% | 13.43% |
| 2015 | -0.27% | -0.60% | 3.99% | -4.69% | -1.41% | 5.50% | 2.31% | -0.05% | 4.49% |
Expense Ratio
23 Stocks with 10% long-term bonds has an expense ratio of 0.01%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 78, 23 Stocks with 10% long-term bonds is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
LMT Lockheed Martin Corporation | 0.50 | 0.80 | 1.11 | 0.40 | 1.16 |
LLY Eli Lilly and Company | 1.07 | 1.65 | 1.21 | 1.34 | 3.65 |
O Realty Income Corporation | -0.29 | -0.28 | 0.97 | -0.19 | -0.59 |
UNH | -0.18 | -0.07 | 0.99 | -0.23 | -0.59 |
BLK BlackRock, Inc. | 1.69 | 2.34 | 1.28 | 1.70 | 7.16 |
LNG Cheniere Energy, Inc. | 1.59 | 2.35 | 1.28 | 1.99 | 6.72 |
NEE NextEra Energy, Inc. | 0.78 | 1.14 | 1.15 | 0.52 | 2.71 |
COST Costco Wholesale Corporation | 2.16 | 2.74 | 1.39 | 3.96 | 9.91 |
NOC Northrop Grumman Corporation | 0.07 | 0.22 | 1.03 | 0.06 | 0.19 |
TMO | -0.19 | -0.13 | 0.99 | -0.15 | -0.49 |
NVO Novo Nordisk A/S | -0.37 | -0.29 | 0.96 | -0.32 | -0.90 |
TYL | 1.75 | 2.86 | 1.35 | 1.47 | 11.82 |
AAPL Apple Inc | 1.42 | 2.09 | 1.26 | 1.93 | 5.08 |
TDG | 1.42 | 1.91 | 1.25 | 2.74 | 6.38 |
BRO Brown & Brown, Inc. | 2.36 | 3.34 | 1.42 | 3.78 | 12.85 |
ANSS ANSYS, Inc. | -0.21 | -0.14 | 0.98 | -0.17 | -0.56 |
ODFL Old Dominion Freight Line, Inc. | -0.34 | -0.26 | 0.97 | -0.45 | -0.86 |
AVGO Broadcom Inc. | 2.17 | 3.01 | 1.38 | 4.62 | 13.43 |
MKC McCormick & Company, Incorporated | 0.53 | 1.00 | 1.11 | 0.32 | 1.98 |
EW Edwards Lifesciences Corporation | -0.09 | 0.17 | 1.03 | -0.07 | -0.20 |
STRL | 1.84 | 2.57 | 1.33 | 4.01 | 9.81 |
DECK Deckers Outdoor Corporation | 2.09 | 3.03 | 1.38 | 3.56 | 7.83 |
ENB Enbridge Inc. | 1.87 | 2.67 | 1.32 | 1.25 | 8.07 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.83 | 268.47 | 156.00 | 476.23 | 4,371.18 |
GBTC Grayscale Bitcoin Trust (BTC) | 1.89 | 2.47 | 1.30 | 2.85 | 7.03 |
SIVR | 0.79 | 1.29 | 1.16 | 1.00 | 3.31 |
Dividends
Dividend yield
23 Stocks with 10% long-term bonds provided a 1.69% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.69% | 1.67% | 1.63% | 1.35% | 1.08% | 1.30% | 1.83% | 1.52% | 1.74% | 1.87% | 1.32% | 1.85% |
| Portfolio components: | ||||||||||||
LMT Lockheed Martin Corporation | 2.64% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
LLY Eli Lilly and Company | 0.67% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
O Realty Income Corporation | 5.96% | 5.38% | 5.33% | 4.69% | 3.88% | 4.51% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
UNH | 1.62% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
BLK BlackRock, Inc. | 2.01% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% |
LNG Cheniere Energy, Inc. | 0.82% | 0.84% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NEE NextEra Energy, Inc. | 2.88% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
COST Costco Wholesale Corporation | 0.49% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
NOC Northrop Grumman Corporation | 1.72% | 1.72% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% | 1.84% |
TMO | 0.30% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% | 0.48% |
NVO Novo Nordisk A/S | 1.65% | 1.68% | 1.00% | 1.20% | 1.34% | 1.86% | 2.14% | 2.47% | 2.12% | 3.93% | 1.31% | 1.96% |
TYL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.41% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
TDG | 5.98% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% |
BRO Brown & Brown, Inc. | 0.54% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% |
ANSS ANSYS, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ODFL Old Dominion Freight Line, Inc. | 0.59% | 0.59% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.74% | 0.30% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 0.94% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
MKC McCormick & Company, Incorporated | 2.25% | 2.24% | 2.32% | 1.81% | 1.44% | 1.33% | 1.37% | 1.53% | 1.89% | 1.89% | 1.91% | 2.03% |
EW Edwards Lifesciences Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STRL | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENB Enbridge Inc. | 6.20% | 6.28% | 7.29% | 6.79% | 6.86% | 7.56% | 5.57% | 6.69% | 4.73% | 3.78% | 4.41% | 2.47% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.03% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% |
SIVR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the 23 Stocks with 10% long-term bonds. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 23 Stocks with 10% long-term bonds was 48.51%, occurring on Dec 24, 2018. Recovery took 414 trading sessions.
The current 23 Stocks with 10% long-term bonds drawdown is 6.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.51% | Dec 19, 2017 | 256 | Dec 24, 2018 | 414 | Aug 17, 2020 | 670 |
| -40.52% | Nov 10, 2021 | 151 | Jun 16, 2022 | 362 | Nov 24, 2023 | 513 |
| -20.6% | Apr 14, 2021 | 67 | Jul 19, 2021 | 63 | Oct 15, 2021 | 130 |
| -15.46% | Feb 22, 2021 | 9 | Mar 4, 2021 | 27 | Apr 13, 2021 | 36 |
| -13.56% | Jan 8, 2021 | 13 | Jan 27, 2021 | 8 | Feb 8, 2021 | 21 |
Volatility
Volatility Chart
The current 23 Stocks with 10% long-term bonds volatility is 7.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BIL | SIVR | GBTC | LNG | STRL | NVO | LLY | MKC | NEE | O | DECK | NOC | ENB | LMT | UNH | COST | AVGO | ODFL | EW | TYL | AAPL | TDG | TMO | BRO | ANSS | BLK | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.02 | 0.02 | 0.02 | 0.02 | -0.01 | -0.00 | -0.01 | 0.02 | -0.03 | 0.01 | 0.01 | 0.02 | 0.02 | 0.01 | 0.03 | 0.01 | -0.00 | 0.00 | 0.01 | -0.00 | 0.01 | -0.01 | 0.01 | -0.01 | -0.01 |
| SIVR | 0.02 | 1.00 | 0.15 | 0.12 | 0.06 | 0.12 | 0.05 | 0.12 | 0.16 | 0.16 | 0.09 | 0.06 | 0.21 | 0.07 | 0.03 | 0.08 | 0.13 | 0.09 | 0.09 | 0.10 | 0.11 | 0.11 | 0.12 | 0.04 | 0.12 | 0.13 |
| GBTC | 0.02 | 0.15 | 1.00 | 0.08 | 0.11 | 0.09 | 0.07 | 0.06 | 0.08 | 0.05 | 0.14 | 0.05 | 0.13 | 0.07 | 0.07 | 0.14 | 0.17 | 0.13 | 0.15 | 0.17 | 0.17 | 0.15 | 0.16 | 0.14 | 0.20 | 0.18 |
| LNG | 0.02 | 0.12 | 0.08 | 1.00 | 0.21 | 0.10 | 0.14 | 0.09 | 0.10 | 0.15 | 0.23 | 0.20 | 0.46 | 0.23 | 0.22 | 0.13 | 0.23 | 0.22 | 0.21 | 0.17 | 0.26 | 0.31 | 0.19 | 0.26 | 0.21 | 0.32 |
| STRL | 0.02 | 0.06 | 0.11 | 0.21 | 1.00 | 0.15 | 0.15 | 0.10 | 0.11 | 0.15 | 0.31 | 0.19 | 0.25 | 0.19 | 0.19 | 0.22 | 0.29 | 0.34 | 0.19 | 0.21 | 0.22 | 0.36 | 0.18 | 0.28 | 0.27 | 0.35 |
| NVO | -0.01 | 0.12 | 0.09 | 0.10 | 0.15 | 1.00 | 0.43 | 0.19 | 0.20 | 0.16 | 0.19 | 0.17 | 0.17 | 0.16 | 0.26 | 0.26 | 0.27 | 0.24 | 0.32 | 0.29 | 0.26 | 0.22 | 0.38 | 0.27 | 0.33 | 0.30 |
| LLY | -0.00 | 0.05 | 0.07 | 0.14 | 0.15 | 0.43 | 1.00 | 0.23 | 0.24 | 0.20 | 0.18 | 0.23 | 0.19 | 0.23 | 0.34 | 0.29 | 0.25 | 0.18 | 0.31 | 0.25 | 0.26 | 0.20 | 0.34 | 0.32 | 0.28 | 0.27 |
| MKC | -0.01 | 0.12 | 0.06 | 0.09 | 0.10 | 0.19 | 0.23 | 1.00 | 0.41 | 0.38 | 0.12 | 0.29 | 0.25 | 0.31 | 0.27 | 0.36 | 0.16 | 0.21 | 0.25 | 0.25 | 0.24 | 0.20 | 0.31 | 0.35 | 0.27 | 0.27 |
| NEE | 0.02 | 0.16 | 0.08 | 0.10 | 0.11 | 0.20 | 0.24 | 0.41 | 1.00 | 0.47 | 0.13 | 0.27 | 0.28 | 0.27 | 0.24 | 0.29 | 0.16 | 0.17 | 0.27 | 0.25 | 0.23 | 0.24 | 0.27 | 0.33 | 0.25 | 0.27 |
| O | -0.03 | 0.16 | 0.05 | 0.15 | 0.15 | 0.16 | 0.20 | 0.38 | 0.47 | 1.00 | 0.18 | 0.28 | 0.30 | 0.28 | 0.24 | 0.29 | 0.17 | 0.19 | 0.27 | 0.23 | 0.21 | 0.28 | 0.25 | 0.34 | 0.24 | 0.28 |
| DECK | 0.01 | 0.09 | 0.14 | 0.23 | 0.31 | 0.19 | 0.18 | 0.12 | 0.13 | 0.18 | 1.00 | 0.17 | 0.23 | 0.15 | 0.20 | 0.32 | 0.35 | 0.38 | 0.30 | 0.32 | 0.31 | 0.37 | 0.30 | 0.34 | 0.39 | 0.41 |
| NOC | 0.01 | 0.06 | 0.05 | 0.20 | 0.19 | 0.17 | 0.23 | 0.29 | 0.27 | 0.28 | 0.17 | 1.00 | 0.24 | 0.76 | 0.32 | 0.27 | 0.16 | 0.26 | 0.22 | 0.21 | 0.19 | 0.37 | 0.26 | 0.38 | 0.23 | 0.31 |
| ENB | 0.02 | 0.21 | 0.13 | 0.46 | 0.25 | 0.17 | 0.19 | 0.25 | 0.28 | 0.30 | 0.23 | 0.24 | 1.00 | 0.28 | 0.25 | 0.21 | 0.26 | 0.27 | 0.23 | 0.23 | 0.31 | 0.34 | 0.27 | 0.30 | 0.26 | 0.39 |
| LMT | 0.02 | 0.07 | 0.07 | 0.23 | 0.19 | 0.16 | 0.23 | 0.31 | 0.27 | 0.28 | 0.15 | 0.76 | 0.28 | 1.00 | 0.32 | 0.27 | 0.18 | 0.26 | 0.24 | 0.21 | 0.23 | 0.40 | 0.27 | 0.38 | 0.24 | 0.32 |
| UNH | 0.01 | 0.03 | 0.07 | 0.22 | 0.19 | 0.26 | 0.34 | 0.27 | 0.24 | 0.24 | 0.20 | 0.32 | 0.25 | 0.32 | 1.00 | 0.30 | 0.24 | 0.29 | 0.35 | 0.26 | 0.31 | 0.28 | 0.38 | 0.37 | 0.30 | 0.38 |
| COST | 0.03 | 0.08 | 0.14 | 0.13 | 0.22 | 0.26 | 0.29 | 0.36 | 0.29 | 0.29 | 0.32 | 0.27 | 0.21 | 0.27 | 0.30 | 1.00 | 0.38 | 0.39 | 0.35 | 0.36 | 0.43 | 0.30 | 0.39 | 0.40 | 0.46 | 0.40 |
| AVGO | 0.01 | 0.13 | 0.17 | 0.23 | 0.29 | 0.27 | 0.25 | 0.16 | 0.16 | 0.17 | 0.35 | 0.16 | 0.26 | 0.18 | 0.24 | 0.38 | 1.00 | 0.40 | 0.38 | 0.42 | 0.56 | 0.41 | 0.40 | 0.34 | 0.56 | 0.47 |
| ODFL | -0.00 | 0.09 | 0.13 | 0.22 | 0.34 | 0.24 | 0.18 | 0.21 | 0.17 | 0.19 | 0.38 | 0.26 | 0.27 | 0.26 | 0.29 | 0.39 | 0.40 | 1.00 | 0.33 | 0.40 | 0.40 | 0.42 | 0.40 | 0.43 | 0.49 | 0.51 |
| EW | 0.00 | 0.09 | 0.15 | 0.21 | 0.19 | 0.32 | 0.31 | 0.25 | 0.27 | 0.27 | 0.30 | 0.22 | 0.23 | 0.24 | 0.35 | 0.35 | 0.38 | 0.33 | 1.00 | 0.47 | 0.40 | 0.37 | 0.49 | 0.40 | 0.50 | 0.44 |
| TYL | 0.01 | 0.10 | 0.17 | 0.17 | 0.21 | 0.29 | 0.25 | 0.25 | 0.25 | 0.23 | 0.32 | 0.21 | 0.23 | 0.21 | 0.26 | 0.36 | 0.42 | 0.40 | 0.47 | 1.00 | 0.45 | 0.36 | 0.45 | 0.43 | 0.60 | 0.44 |
| AAPL | -0.00 | 0.11 | 0.17 | 0.26 | 0.22 | 0.26 | 0.26 | 0.24 | 0.23 | 0.21 | 0.31 | 0.19 | 0.31 | 0.23 | 0.31 | 0.43 | 0.56 | 0.40 | 0.40 | 0.45 | 1.00 | 0.37 | 0.44 | 0.38 | 0.56 | 0.46 |
| TDG | 0.01 | 0.11 | 0.15 | 0.31 | 0.36 | 0.22 | 0.20 | 0.20 | 0.24 | 0.28 | 0.37 | 0.37 | 0.34 | 0.40 | 0.28 | 0.30 | 0.41 | 0.42 | 0.37 | 0.36 | 0.37 | 1.00 | 0.34 | 0.44 | 0.45 | 0.48 |
| TMO | -0.01 | 0.12 | 0.16 | 0.19 | 0.18 | 0.38 | 0.34 | 0.31 | 0.27 | 0.25 | 0.30 | 0.26 | 0.27 | 0.27 | 0.38 | 0.39 | 0.40 | 0.40 | 0.49 | 0.45 | 0.44 | 0.34 | 1.00 | 0.44 | 0.52 | 0.49 |
| BRO | 0.01 | 0.04 | 0.14 | 0.26 | 0.28 | 0.27 | 0.32 | 0.35 | 0.33 | 0.34 | 0.34 | 0.38 | 0.30 | 0.38 | 0.37 | 0.40 | 0.34 | 0.43 | 0.40 | 0.43 | 0.38 | 0.44 | 0.44 | 1.00 | 0.46 | 0.52 |
| ANSS | -0.01 | 0.12 | 0.20 | 0.21 | 0.27 | 0.33 | 0.28 | 0.27 | 0.25 | 0.24 | 0.39 | 0.23 | 0.26 | 0.24 | 0.30 | 0.46 | 0.56 | 0.49 | 0.50 | 0.60 | 0.56 | 0.45 | 0.52 | 0.46 | 1.00 | 0.55 |
| BLK | -0.01 | 0.13 | 0.18 | 0.32 | 0.35 | 0.30 | 0.27 | 0.27 | 0.27 | 0.28 | 0.41 | 0.31 | 0.39 | 0.32 | 0.38 | 0.40 | 0.47 | 0.51 | 0.44 | 0.44 | 0.46 | 0.48 | 0.49 | 0.52 | 0.55 | 1.00 |